| 更新時間： | 2020年4月3日 PM 10:08:55 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 27/02/20 | 23.700% | 26778.62 | 16.507% | 19.378% | +4.322% | 19.378% | +4.322% |
| 28/02/20 | 32.670% | 26129.93 | 18.656% | 18.995% | +13.675% | 23.832% | +8.838% |
| 02/03/20 | 28.740% | 26291.68 | 18.682% | 18.604% | +10.136% | 22.882% | +5.858% |
| 03/03/20 | 25.850% | 26284.82 | 17.855% | 18.034% | +7.816% | 22.034% | +3.816% |
| 04/03/20 | 23.670% | 26222.07 | 17.694% | 17.879% | +5.791% | 21.697% | +1.973% |
| 05/03/20 | 21.800% | 26767.87 | 16.647% | 17.907% | +3.893% | 21.584% | +0.216% |
| 06/03/20 | 26.420% | 26146.67 | 18.293% | 17.834% | +8.586% | 21.350% | +5.070% |
| 09/03/20 | 39.900% | 25040.46 | 23.040% | 18.706% | +21.194% | 21.932% | +17.968% |
| 10/03/20 | 33.870% | 25392.51 | 23.379% | 19.811% | +14.059% | 23.065% | +10.805% |
| 11/03/20 | 36.670% | 25231.61 | 23.068% | 20.885% | +15.785% | 24.145% | +12.525% |
| 12/03/20 | 45.470% | 24309.07 | 25.576% | 22.671% | +22.799% | 26.023% | +19.447% |
| 13/03/20 | 54.180% | 24032.91 | 25.561% | 24.125% | +30.055% | 27.493% | +26.687% |
| 16/03/20 | 64.800% | 23063.57 | 27.870% | 25.091% | +39.709% | 27.976% | +36.824% |
| 17/03/20 | 55.720% | 23263.73 | 28.166% | 26.048% | +29.672% | 28.830% | +26.890% |
| 18/03/20 | 59.920% | 22291.82 | 30.331% | 27.501% | +32.419% | 30.212% | +29.708% |
| 19/03/20 | 60.190% | 21709.13 | 30.774% | 28.541% | +31.649% | 31.119% | +29.071% |
| 20/03/20 | 49.680% | 22805.07 | 37.116% | 30.852% | +18.828% | 33.386% | +16.294% |
| 23/03/20 | 59.990% | 21696.13 | 39.299% | 33.137% | +26.853% | 35.043% | +24.947% |
| 24/03/20 | 44.720% | 22663.49 | 43.538% | 36.212% | +8.508% | 37.996% | +6.724% |
| 25/03/20 | 41.580% | 23527.19 | 46.245% | 39.394% | +2.186% | 41.012% | +0.568% |
| 26/03/20 | 44.980% | 23352.34 | 46.237% | 42.487% | +2.493% | 43.883% | +1.097% |
| 27/03/20 | 48.490% | 23484.28 | 45.580% | 44.179% | +4.311% | 45.268% | +3.222% |
| 30/03/20 | 47.570% | 23175.11 | 45.592% | 45.438% | +2.132% | 45.438% | +2.132% |
| 31/03/20 | 40.890% | 23603.48 | 46.385% | 46.008% | -5.118% | 56.589% | -15.699% |
| 01/04/20 | 43.110% | 23085.79 | 46.732% | 46.105% | -2.995% | 56.330% | -13.220% |
| 02/04/20 | 37.500% | 23280.06 | 46.389% | 46.136% | -8.636% | 55.988% | -18.488% |
| 03/04/20 | 35.510% | 23236.11 | 45.782% | 46.176% | -10.666% | 55.658% | -20.148% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 27/02/20 | 25.840% | 10593.11 | 18.484% | 21.472% | +4.368% | 21.472% | +4.368% |
| 28/02/20 | 36.320% | 10302.36 | 21.037% | 21.094% | +15.226% | 26.465% | +9.855% |
| 02/03/20 | 30.960% | 10485.17 | 21.695% | 20.860% | +10.100% | 25.658% | +5.302% |
| 03/03/20 | 28.400% | 10485.16 | 20.471% | 20.380% | +8.020% | 24.900% | +3.500% |
| 04/03/20 | 25.750% | 10521.78 | 20.266% | 20.390% | +5.360% | 24.745% | +1.005% |
| 05/03/20 | 23.970% | 10728.07 | 19.046% | 20.503% | +3.467% | 24.713% | -0.743% |
| 06/03/20 | 29.210% | 10456.93 | 20.939% | 20.483% | +8.727% | 24.521% | +4.689% |
| 09/03/20 | 44.200% | 9984.44 | 26.043% | 21.353% | +22.847% | 25.036% | +19.164% |
| 10/03/20 | 37.510% | 10153.37 | 26.356% | 22.530% | +14.980% | 26.231% | +11.279% |
| 11/03/20 | 40.990% | 10070.47 | 26.187% | 23.714% | +17.276% | 27.415% | +13.575% |
| 12/03/20 | 50.290% | 9725.72 | 28.244% | 25.554% | +24.736% | 29.332% | +20.958% |
| 13/03/20 | 57.850% | 9650.15 | 28.205% | 27.007% | +30.843% | 30.778% | +27.072% |
| 16/03/20 | 69.040% | 9227.60 | 30.852% | 27.969% | +41.071% | 31.185% | +37.855% |
| 17/03/20 | 60.710% | 9216.17 | 30.679% | 28.833% | +31.877% | 31.912% | +28.798% |
| 18/03/20 | 65.810% | 8800.62 | 32.972% | 30.190% | +35.620% | 33.166% | +32.644% |
| 19/03/20 | 66.210% | 8559.64 | 33.448% | 31.231% | +34.979% | 34.053% | +32.157% |
| 20/03/20 | 53.080% | 9118.67 | 42.129% | 34.016% | +19.064% | 36.810% | +16.270% |
| 23/03/20 | 62.390% | 8751.76 | 43.102% | 36.466% | +25.924% | 38.563% | +23.827% |
| 24/03/20 | 46.430% | 9184.44 | 47.483% | 39.827% | +6.603% | 41.790% | +4.640% |
| 25/03/20 | 43.260% | 9529.49 | 49.749% | 43.182% | +0.078% | 44.956% | -1.696% |
| 26/03/20 | 47.310% | 9447.56 | 49.688% | 46.430% | +0.880% | 47.956% | -0.646% |
| 27/03/20 | 51.420% | 9504.92 | 48.778% | 47.760% | +3.660% | 48.937% | +2.483% |
| 30/03/20 | 49.920% | 9402.17 | 48.451% | 48.830% | +1.090% | 48.830% | +1.090% |
| 31/03/20 | 43.080% | 9594.77 | 49.264% | 49.186% | -6.106% | 60.498% | -17.418% |
| 01/04/20 | 45.040% | 9404.98 | 49.520% | 49.140% | -4.100% | 60.038% | -14.998% |
| 02/04/20 | 39.650% | 9526.56 | 49.480% | 49.099% | -9.449% | 59.584% | -19.934% |
| 03/04/20 | 38.040% | 9491.10 | 48.692% | 49.081% | -11.041% | 59.160% | -21.120% |